+253.8%
PH vs CLBK
+43.5%
+210.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +0.4% | +1.1% | -0.7% | 0.0% |
| 30D | -10.8% | +7.8% | -18.6% | -13.0% |
| 3M | +8.5% | +23.9% | -15.4% | +1.0% |
| 6M | +3.9% | +42.3% | -38.4% | -7.6% |
| YTD | +9.4% | +65.4% | -56.0% | -7.6% |
| 1Y | +26.8% | +70.3% | -43.5% | +5.6% |
| 3Y | +140.8% | +54.5% | +86.3% | +103.3% |
| 5Y | +253.8% | +43.1% | +210.7% | +177.1% |
| All | +253.8% | +43.5% | +210.3% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling